Series Writing?

Are there any specific rules to series writing? I had an idea to start a series of books that were related only by the job of being a US Army soldier. But then my series took me in another direction and I started writing a sequal to the first book in my series. How exactly do series books work?

However you want them to.
They can be linked because they take place in the same world (setting), they can be linked because they are progressions in the life of a character, they can be linked by pretty much any common element.
The question is, what would you like to write a series about?